+64.7%
MXL vs PCOR
-8.1%
+72.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +33.1% | +2.2% | +30.9% | +32.1% |
| 30D | -33.5% | +37.4% | -70.9% | -42.7% |
| 3M | -20.7% | +33.2% | -53.9% | -32.4% |
| 6M | -35.9% | +60.6% | -96.5% | -52.2% |
| YTD | +238.3% | +6.2% | +232.1% | +202.2% |
| 1Y | +296.2% | -1.1% | +297.3% | +269.5% |
| 3Y | +254.1% | +48.4% | +205.7% | +162.1% |
| 5Y | -14.1% | -13.1% | -1.0% | -27.3% |
| All | +64.7% | -8.1% | +72.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling